I can understand that you have doubts about the Uk and Spain.
Brussels, the capitol of Belgium is an important city in Europe, as for Nato so there are some "potential" targets. They have arrested some people here to (hey there are elections comming soon <img src="/images/graemlins/tongue.gif" alt="" />).
Germany, some people have been arrested due to failed attacks by wannabe terrorists who were angry about those cartoons in denmark <img src="/images/graemlins/confused.gif" alt="" /> <img src="/images/graemlins/confused.gif" alt="" />
France has "relative" good connections with palestines and was not in favor of the war in Iraq. I admit there were problems with riots in France last year, but as far as I know things have calmed down. (Still, I wouldn't want to drive in Paris <img src="/images/graemlins/wink.gif" alt="" /> ).
Russia... imho that;s not a part of western europe.
Wat do you like in a holliday ? Sun and beach, cultural or hiking in the nature ?